| Metric | /tmp/btc_100.no1_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 82.0% | 100.0% |
| Cumulative Return | 66.27% | 72.85% |
| Max Drawdown | -8.88% | -28.17% |
| Sharpe | 2.1 | 1.11 |
| Sortino | 4.2 | 1.77 |
| Payoff Ratio | 1.66 | 1.22 |
| Profit Factor | 1.57 | 1.18 |
| Common Sense Ratio | 2.68 | 1.34 |
| CPC Index | 1.24 | 0.72 |
| Tail Ratio | 1.71 | 1.14 |
| Outlier Win Ratio | 11.33 | 3.21 |
| Outlier Loss Ratio | 8.81 | 2.47 |
| Volatility (ann.) | 19.08% | 46.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 5.26 | 1.81 |
| Skew | 2.49 | 0.61 |
| Kurtosis | 16.9 | 2.78 |
| Expected Daily % | 0.1% | 0.11% |
| Expected Monthly % | 3.23% | 3.48% |
| Expected Yearly % | 28.95% | 31.47% |
| Kelly Criterion | 16.23% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.88% |
| Expected Shortfall (cVaR) | -1.53% | -3.88% |
| Year | BTCUSD | /tmp/btc_100.no1_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 65.43 | 1.35 | + |
| 2025 | 16.49 | 0.51 | 0.03 | - |
| Metric | /tmp/btc_100.no1_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -4.21% | -6.06% |
| 3M | -2.49% | 3.01% |
| 6M | 5.6% | 28.48% |
| YTD | 0.51% | 16.49% |
| 1Y | 50.04% | 83.13% |
| 3Y (ann.) | 46.73% | 51.09% |
| 5Y (ann.) | 46.73% | 51.09% |
| Metric | /tmp/btc_100.no1_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.88% | -28.17% |
| Longest DD Days | 130.0 | 161.0 |
| Avg. Drawdown | -2.02% | -6.47% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 7.46 | 2.59 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-26 | -8.88 | 130 |
| 2025-07-15 | 2025-08-30 | -6.81 | 46 |
| 2024-05-22 | 2024-07-17 | -6.00 | 56 |
| 2024-08-25 | 2024-09-20 | -5.98 | 26 |
| 2024-07-23 | 2024-07-27 | -4.06 | 4 |
| 2025-05-03 | 2025-06-09 | -2.66 | 37 |
| 2024-10-22 | 2024-11-06 | -2.42 | 15 |
| 2025-06-10 | 2025-07-03 | -1.76 | 23 |
| 2024-08-09 | 2024-08-24 | -1.46 | 15 |
| 2025-07-04 | 2025-07-14 | -1.19 | 10 |
| Metric | /tmp/btc_100.no1_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.14% | 11.89% |
| Worst Day | -3.64% | -8.6% |
| Best Week | 16.19% | 18.93% |
| Worst Week | -4.32% | -12.33% |
| Best Month | 40.18% | 37.42% |
| Worst Month | -4.21% | -17.69% |
| Best Year | 65.43% | 48.38% |
| Worst Year | 0.51% | 16.49% |
| Avg. Up Day | 0.72% | 2.18% |
| Avg. Down Day | -0.43% | -1.79% |
| Avg. Up Week | 2.74% | 5.0% |
| Avg. Down Week | -1.15% | -4.31% |
| Avg. Up Month | 7.99% | 11.29% |
| Avg. Down Month | -1.94% | -8.34% |
| Win Days % | 47.72% | 50.62% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 53.03% | 56.34% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |